+11.1%
LYB vs TRU
+228.8%
-217.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +2.5% | -2.0% | +4.5% | +2.9% |
| 3M | +1.4% | +18.4% | -17.1% | -5.9% |
| 6M | -3.5% | +8.9% | -12.3% | -9.2% |
| YTD | +52.0% | -8.9% | +60.9% | +51.5% |
| 1Y | +22.1% | -15.9% | +37.9% | +25.2% |
| 3Y | -22.8% | -1.1% | -21.7% | -30.1% |
| 5Y | -3.4% | -35.2% | +31.8% | +4.2% |
| 10Y | +47.4% | +145.3% | -97.9% | -7.5% |
| All | +11.1% | +228.8% | -217.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling